On the local convergence of an iterative approach for inverse singular value problems (Q2508946): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
(One intermediate revision by one other user not shown) | |||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2005.06.050 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2068779549 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Numerical Methods for Inverse Singular Value Problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Structured inverse eigenvalue problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5689624 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q5652137 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q2785515 / rank | |||
Normal rank |
Latest revision as of 21:59, 24 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the local convergence of an iterative approach for inverse singular value problems |
scientific article |
Statements
On the local convergence of an iterative approach for inverse singular value problems (English)
0 references
20 October 2006
0 references
Consider the following inverse singular value problem: Given \(n\) real \(m \times n\) matrices \((A_ i)_{1 \leq i \leq n } ,\quad m \geq n,\) and \(n\) real numbers \(\sigma_1^* > \sigma_2^* > \cdots > \sigma_n^* > 0;\) find a vector \(c = (c_ i)_{1 \leq i \leq n}\) such that the singular values \(\sigma_ i(c),\quad 1 \leq i \leq n,\) of the matrix \(A(c) = \sum_{1 \leq i \leq n }\;c_ i A_ i\) are precisely \(\sigma_ i^*,\quad 1 \leq i \leq n.\) Let \(\Sigma_* = \text{diag}(\sigma_1^* ,\sigma_2^*, \cdots, \sigma_n^* ) \in \mathbb{R}^{m \times n},\) and \({\mathcal O}(n)\;\) denotes the set of all orthogonal matrices in \(\mathbb{R}^{m \times n}.\) With : \[ {\mathcal A}=\{ A(c);\;c \in \mathbb{R}^n\},\;M(\Sigma_* ) = \{ U\Sigma_*V^T;\;U,V \in {\mathcal O}(n)\}; \] the current iterate \(c^k\) , and \(X_k = U_k\Sigma_*V_k^T \in M(\Sigma_* ),\) the authors prove that there exists: \[ \varepsilon > 0;\;{\tilde c} \in \mathbb{R}^n;\;{\tilde U},{\tilde V} \in {\mathcal O}(m), \] such that, if \(\| c^{\circ} - c^*\| \leq \varepsilon,\) the iterates \(c^k,\quad U_k,\quad V_k,\quad U_k^T A(c^k) V_k\) converge to \[ {\tilde c},\quad {\tilde U},\quad {\tilde V},\quad {\tilde U}^T A({\tilde c}) {\tilde V} = \Sigma_*; \] and correct a paper of \textit{M. T. Chu} [SIAM J. Numer. Anal. 29, No.~3, 885--903 (1992; Zbl 0757.65041)].
0 references
inverse problems
0 references
singular values
0 references
root-convergence rate
0 references
Newton method
0 references